Multitimeframe coding

[prisonbreaker82]

Hello,

I have a question regarding multi time-frame coding..

I will want to look for signals on my longterm timeframe 1440min and enter my trades on a 60min chart with a few rules.

I have already coded both conditions...

So the condition of the 1440min chart must be true on (CalculateOnBarClose = false plus the condition on 60min chart with (CalculateOnBarClose = true);

On the 1440min I will look for this:

if (Close[0] > EMA(EMALongterm)[0]
&& CrossAbove(Stochastics(StoD, StoK, StoSmooth).K, StoOverSold, 1))

On the 60 min I will look for this:

if (Close[0] > SMA(MAPink)[0]
&& MACDColorUpDown(MACDFast, MACDSlow, 9)[0] > MACDColorUpDown(MACDFast, MACDSlow, 9).Avg[0]
&& Stochastics(StoD, StoK, 3).K[0] > StoOverSold)

I looked at the help section, but came half way...

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

This what I have done:
Added Add(PeriodType.Minute, 1440); under "Initialize()" in the 60min entry strategy...

Then I added the following code. (I do not know how to tell the system to take the latest value and not the close of 1440min bar... So I put "LastPrice")...

protected override void OnBarUpdate()
{			
        if (BarsInProgress == 1)
	return;
        if ("LastPrice"[0] > EMA(BarsArray[1],250)
             && Stochastics(BarsArray[1],1, 5, 0) > 20
            && (Close[0] > SMA(BarsArray[0],MAPink)[0]
			&& MACDColorUpDown(BarsArray[0],MACDFast, MACDSlow, 9)[0] > MACDColorUpDown(BarsArray[0],MACDFast, MACDSlow, 9).Avg[0]
		&& Stochastics(StoD, StoK, 3).K[0] > StoOverSold))
         	{
              EnterLong();
            
        	}
		}

Anyon who can help me with this?

[NinjaTrader_Joydeep]

Hello prisonbreaker82,
You may look into the Closes data series to do it.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?closes.htm

 if (Closes[0][0] > EMA(BarsArray[1],250)

Also you can replace BarsArray[1] with Closes[1].

[prisonbreaker82]

Hello prisonbreaker82,
You may look into the Closes data series to do it.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?closes.htm

 if (Closes[0][0] > EMA(BarsArray[1],250)

Also you can replace BarsArray[1] with Closes[1].

Hi @NinjaTrader_Joydeep,

Thank you for your quick reply.

I tried to change according to your instructions. I still get these two errors.

As I said before, I do not want to compare closing prices, I want to get latest price from the 1440 chart. If this is fulfilled, then I want to verify if the conditions of the 60min chart is fulfilled before going long.

Thank you!

[NinjaTrader_Joydeep]

Hello prisonbreaker82,
You are comparing the previous price of the primary bar with a data series.

If you want to compare the last price of the secondary series then please use the below code

if (Closes[[B]1][0] [/B]> EMA(Closes[1], 250)[B][0][/B])
{
   // do something
}

[prisonbreaker82]

Hello prisonbreaker82,
You are comparing the previous price of the primary bar with a data series.

If you want to compare the last price of the secondary series then please use the below code

if (Closes[[B]1][0] [/B]> EMA(Closes[1], 250)[B][0][/B])
{
   // do something
}

Hi @NinjaTrader_Joydeep

if (Closes[1][0] > EMA(Closes[1],250)[0] && Stochastics(Closes[1],1, 5, 0)[0] > 20
			&& Stochastics(Closes[1],1, 5, 0)[0] < 55
			&& Closes[0][0] > SMA(Closes[0],MAPink)[0]
			&& MACDColorUpDown(Closes[0],MACDFast, MACDSlow, 9)[0] > MACDColorUpDown(Closes[0],MACDFast, MACDSlow, 9).Avg[0]
			&& Stochastics(Closes[0],StoD, StoK, StoSmooth).K[0] > StoOverSold)
			//CrossAbove(Stochastics(1, 5, 3).D, MyInput0, 1)
         	{
              DrawArrowUp("My up arrow" + CurrentBar, false, 0, Low[0], Color.Lime);
        	}
		}

Now it works. Only two things

It looks I only get arrows up after the daily bar (1440min) has closed, I would like to enter earlier if possible. As well I would like to only show arrows when the Stochastic is crossing above 20 on that day. How do I do that?

Thank you for an excellent support!

[NinjaTrader_Joydeep]

Hello prisonbreaker82,
On historical bar the NinjaScript code is evaluated on the end of the bar only.
To assist you further may I know

• Are you witnessing the scenario on historical bar or real time bar
• What calculate on bar close you have set?

[prisonbreaker82]

Hello prisonbreaker82,
On historical bar the NinjaScript code is evaluated on the end of the bar only.
To assist you further may I know

• Are you witnessing the scenario on historical bar or real time bar
• What calculate on bar close you have set?

Hi @NinjaTrader_Joydeep

It looks like the 60min are reading the EMA 50 and EMA250 from its own input serie (60min) and not the 1440 min EMA50 & EMA250 EMA... How do I change this?

code snippet from AbovetheGreenLine60min.cs

protected override void OnBarUpdate()
        {			
			if (BarsInProgress == 1)
				return;
        if (Closes[1][0] > EMA(Closes[1],250)[0]
			&& Closes[1][0] < EMA(Closes[1],50)[0]
			&& Stochastics(Closes[1],1, 5, 0)[0] > 20
			&& Closes[0][0] > SMA(Closes[0],MAPink)[0]
			&& MACDColorUpDown(Closes[0],MACDFast, MACDSlow, 9)[0] > MACDColorUpDown(Closes[0],MACDFast, MACDSlow, 9).Avg[0]
			&& Stochastics(Closes[0],StoD, StoK, StoSmooth).K[0] > StoOverSold)
         	{
              DrawArrowUp("My up arrow" + CurrentBar, false, 0, Low[0], Color.Lime);
        	}
		}

I have also attached the strategies. One is just for visual on the daily time frame (1440min)

[NinjaTrader_Joydeep]

Hello prisonbreaker82,
You have plotted the indicators on a daily chart and not on a 60 minutes chart. What values you are getting if you try applying the indicators on a 60 minute chart.

[prisonbreaker82]

Hello prisonbreaker82,
You have plotted the indicators on a daily chart and not on a 60 minutes chart. What values you are getting if you try applying the indicators on a 60 minute chart.

Hi @NinjaTrader_Joydeep,

Looks like it works now.